Stop Order isn't triggering on Entry Bar

[dastaan]

Hi NT

Thank you for the awesome Software. I am on NT8 and tried to add the logic to my strategy but I am finding issues with Stoploss order.


I tried both the StopMarket and Limit variation but seems like they aren't working on Live/Playback Real-time data.




In backtest, it is working fine.



Now when I try the same on real-time :

1st : Order Triggered on the candle


2nd: Now the trade should have stopped out but it remains open until the next candle.
I am getting this error.

The stop loss order isn't triggering on the entry bar! While the profit target order is working fine and triggering on the same candle. After the Entry candle it is punching the stoploss but then it is failing.


Here is the TraceOrder output:
22/05/2020 10:06:04 Strategy 'RJ/201627762': Entered internal SubmitOrderManaged() method at 22/05/2020 10:06:04: BarsInProgress=0 Action=SellShort OrderType=StopMarket Quantity=1 LimitPrice=0 StopPrice=2920.25 SignalName='Short' FromEntrySignal='' 22/05/2020 10:06:04 Strategy 'RJ/201627762': Amended matching order at 22/05/2020 10:06:04: BarsInProgress=0 Action=SellShort OrderType=StopMarket Quantity=1 LimitPrice=0 StopPrice=2920.25 SignalName='Short' FromEntrySignal='' 22/05/2020 10:06:14 Strategy 'RJ/201627762': Entered internal SubmitOrderManaged() method at 22/05/2020 10:06:14: BarsInProgress=0 Action=BuyToCover OrderType=StopLimit Quantity=0 LimitPrice=2923.75 StopPrice=2921.25 SignalName='ShortStop' FromEntrySignal='Short' 22/05/2020 10:06:14 Strategy 'RJ/201627762': Ignored SubmitOrderManaged() method at 22/05/2020 10:06:14: BarsInProgress=0 Action=BuyToCover OrderType=StopLimit Quantity=0 LimitPrice=2923.75 StopPrice=2921.25 SignalName='ShortStop' FromEntrySignal='Short' Reason='This was an exit order but no position exists to exit'

It is showing that there isn't any position open at the time but there certainly is an open position named "Short" open at the time.

I request expert opinion on this.

[NinjaTrader_Jesse]

Hello dastaan,

Thank you for the post.

Where are you triggering the stop logic from, was this OnExecutionUpdate? The position may not exist yet if this was happening from OnOrderUpdate so that could be accurate in that use case, OnExecutionUpdate would be used for any logic driven by order fills.

I look forward to being of further assistance.